-24.0%
NKE vs MO
+114.7%
-138.7%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | -4.2% | +0.1% | -4.3% | -4.2% |
| 30D | -8.2% | +7.1% | -15.3% | -10.3% |
| 3M | -19.1% | -2.0% | -17.1% | -18.8% |
| 6M | -32.6% | +7.3% | -39.9% | -34.8% |
| YTD | -40.7% | +23.5% | -64.2% | -45.5% |
| 1Y | -48.9% | +11.0% | -59.9% | -51.3% |
| 3Y | -59.2% | +95.0% | -154.2% | -69.2% |
| 5Y | -75.3% | +100.6% | -176.0% | -81.8% |
| All | -24.0% | +114.7% | -138.7% | -50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MO.
Daily Out/Under-Performance
Portfolio return minus MO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling